Dianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis - 2023 - Extended version
This paper studies a class of stationary mean-field games of singular stochastic control with regime-switching. The … long-time-average expected profit criterion. The mean-field interaction is of scalar type and it is given through the … mean-field equilibrium. Furthermore, we show that this realizes a symmetric εN-Nash equilibrium for a suitable ergodic N …